The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which
The conditioning of the maximum entropy covariance matrix and its inverse
β Scribed by Delores Conway; Henri Theil
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 301 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-7152
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